-35.7%
U vs CRH
+172.6%
-208.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.8% |
| 7D | +5.5% | -6.1% | +11.6% | +10.2% |
| 30D | -1.3% | -9.3% | +8.0% | +5.5% |
| 3M | +64.6% | -15.2% | +79.8% | +83.1% |
| 6M | +119.4% | -14.2% | +133.6% | +137.6% |
| YTD | -0.5% | -28.3% | +27.8% | +24.4% |
| 1Y | +1.3% | -21.8% | +23.1% | +17.8% |
| 3Y | +15.6% | +71.6% | -56.0% | -31.2% |
| 5Y | -67.5% | +96.6% | -164.1% | -84.3% |
| All | -35.7% | +172.6% | -208.3% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling